+3,446.0%
STX vs KHC
-55.7%
+3,501.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | +2.4% | -1.8% | +4.1% | +2.6% |
| 30D | +1.4% | -1.9% | +3.3% | +1.5% |
| 3M | -8.2% | +14.4% | -22.6% | -11.7% |
| 6M | +127.0% | +8.7% | +118.3% | +120.2% |
| YTD | +209.1% | +7.8% | +201.4% | +199.0% |
| 1Y | +365.4% | -1.5% | +366.9% | +359.0% |
| 3Y | +1,135.4% | -9.9% | +1,145.2% | +1,124.0% |
| 5Y | +991.5% | -10.7% | +1,002.2% | +963.6% |
| All | +3,446.0% | -55.7% | +3,501.7% | +3,554.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling